what are the dotnet libraries for convex optimization?
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30-04-2021 - |
Question
Would you recommend any convex optim libraries ?
Ideally opensource. A priori for semidefinite programming and QCQP.
(I intend to use it with fsharp but any dotnet would do)
Solution
Solver Foundation, a .Net runtime for mathematical programming, modeling, and optimization from Microsoft, probably provides what you want.
They also have Optimization Modeling Language which allows to model optimization problems in a declarative way. This way of modeling is really attractive when combining with expressiveness of functional programming languages like F#.
To get a feeling of using Solver Foundation with F#, take a look at these interesting blog posts:
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